+213.3%
RTX vs EXE
+161.7%
+51.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.6% |
| 7D | -1.7% | -2.2% | +0.5% | -1.3% |
| 30D | +7.7% | -0.3% | +8.0% | +7.7% |
| 3M | -10.3% | -9.3% | -1.0% | -8.9% |
| 6M | +14.6% | -7.2% | +21.8% | +15.7% |
| YTD | +10.4% | -18.9% | +29.3% | +13.8% |
| 1Y | +13.5% | -21.7% | +35.2% | +17.7% |
| 3Y | +158.6% | +21.0% | +137.6% | +141.1% |
| 5Y | +147.3% | +76.0% | +71.3% | +105.4% |
| All | +213.3% | +161.7% | +51.6% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling